+500.0%
APP vs ECL
+45.7%
+454.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.5% | +11.0% |
| 7D | +71.2% | -0.8% | +72.0% | +71.0% |
| 30D | +39.1% | +8.1% | +31.0% | +30.7% |
| 3M | +16.5% | +6.4% | +10.2% | +10.8% |
| 6M | -16.6% | +14.8% | -31.3% | -25.2% |
| YTD | -41.9% | +15.5% | -57.4% | -49.1% |
| 1Y | -37.0% | +20.1% | -57.2% | -46.7% |
| 3Y | +892.4% | +77.8% | +814.7% | +483.3% |
| 5Y | +297.3% | +37.9% | +259.4% | +129.3% |
| All | +500.0% | +45.7% | +454.3% | +245.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling